TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
| Start Dirty Price: | mark-to-market | £49.512 | Carry: | £-0.677 |
|---|---|---|---|---|
| mark-to-model | £49.048 | Rolldown: | £-0.011 | |
| End Dirty Price: | mark-to-market | £47.795 | Variation: | £-0.928 |
| mark-to-model | £47.438 | Unexplained: | £-0.101 |